Do any methods exist to back test trade management strategies, specifically for discretionary trading styles where the entry cannot be automated as a part of a system?
Ideally what I would hope for is something where you can explicitly input a set of prior entry points into the software, and then via code (or whatever), back test various trade management strategies.
Essentially the idea being that with discretionary trading the entry cannot be automated, but the trade management can to a large degree be back tested. The problem being that with platforms such as Ninja, you would code the entire system from entry to trade management and exit. You can't explicitly tell Ninja that on 20 August 2013 at 14:30 I want to enter long 3 contracts on the ES. Not because of an indicator crossing,...but because I explicitly tell Ninja that at that point in the past I went long. From that point, code various trade management strategies.
Perhaps I need to think a bit more out of the box.
What would be great is if in Ninja (or something else?) you can enter an array of sorts with lots of prior trade entry points, then code various trade management strategies for those prior entries.
Any ideas? Let me know if i've explained this clearly enough.